+47.7%
THC vs DVA
+52.1%
-4.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.4% | +0.5% |
| 7D | +0.2% | -4.8% | +5.0% | +1.2% |
| 30D | +9.0% | +0.9% | +8.1% | +8.6% |
| 3M | +12.9% | +2.9% | +10.0% | +12.2% |
| 6M | +52.8% | -7.8% | +60.6% | +53.0% |
| YTD | +47.4% | +61.5% | -14.1% | +32.3% |
| 1Y | +47.7% | +50.1% | -2.4% | +34.9% |
| All | +47.7% | +52.1% | -4.4% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling